CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 08-Jun-2020

Day Change Summary
	Previous	Current
	05-Jun-2020	08-Jun-2020	Change	Change %	Previous Week
Open	1.1375	1.1355	-0.0020	-0.2%	1.1200
High	1.1450	1.1385	-0.0065	-0.6%	1.1450
Low	1.1361	1.1350	-0.0011	-0.1%	1.1186
Close	1.1370	1.1381	0.0011	0.1%	1.1370
Range	0.0089	0.0035	-0.0055	-61.2%	0.0264
ATR	0.0074	0.0072	-0.0003	-3.8%	0.0000
Volume	27	16	-11	-40.7%	141

Daily Pivots for day following 08-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1475	1.1462	1.1399
R3	1.1441	1.1428	1.1390
R2	1.1406	1.1406	1.1387
R1	1.1393	1.1393	1.1384	1.1400
PP	1.1372	1.1372	1.1372	1.1375
S1	1.1359	1.1359	1.1377	1.1365
S2	1.1337	1.1337	1.1374
S3	1.1303	1.1324	1.1371
S4	1.1268	1.1290	1.1362

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2126	1.2011	1.1515
R3	1.1862	1.1748	1.1442
R2	1.1599	1.1599	1.1418
R1	1.1484	1.1484	1.1394	1.1542
PP	1.1335	1.1335	1.1335	1.1364
S1	1.1221	1.1221	1.1346	1.1278
S2	1.1072	1.1072	1.1322
S3	1.0808	1.0957	1.1298
S4	1.0545	1.0694	1.1225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1450	1.1202	0.0248	2.2%	0.0081	0.7%	72%	False	False	26
10	1.1450	1.0957	0.0493	4.3%	0.0073	0.6%	86%	False	False	20
20	1.1450	1.0857	0.0593	5.2%	0.0062	0.5%	88%	False	False	35

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1531
2.618	1.1475
1.618	1.1440
1.000	1.1419
0.618	1.1406
HIGH	1.1385
0.618	1.1371
0.500	1.1367
0.382	1.1363
LOW	1.1350
0.618	1.1329
1.000	1.1316
1.618	1.1294
2.618	1.1260
4.250	1.1203

Fisher Pivots for day following 08-Jun-2020
Pivot	1 day	3 day
R1	1.1376	1.1375
PP	1.1372	1.1369
S1	1.1367	1.1364

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These figures are updated between 7pm and 10pm EST after a trading day.

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